Marta Ferreira

Available identifiers

zbMath Open ferreira.martaMaRDI QIDQ384758

List of research outcomes

Publication	Date of Publication	Type
A crossinggram for random fields on lattices	2024-01-10	Paper
A new blocks estimator for the extremal index	2023-10-24	Paper
The stopped clock model	2022-06-24	Paper
Asymptotic dependence of bivariate maxima	2022-06-10	Paper
Tail dependence and smoothness of time series	2021-11-22	Paper
Multivariate medial correlation with applications	2021-05-07	Paper
Dissecting the multivariate extremal index and tail dependence	2020-12-29	Paper
pMAX Random Fields	2020-07-08	Paper
Tail Dependence Under Sample Failures	2020-02-17	Paper
https://portal.mardi4nfdi.de/entity/Q5207092	2020-01-06	Paper
Discussion of “Birnbaum‐Saunders distribution: A review of models, analysis, and applications” and a novel financial extreme value data analytics from natural disasters	2019-09-17	Paper
https://portal.mardi4nfdi.de/entity/Q4687092	2018-10-10	Paper
An analysis of a heuristic procedure to evaluate tail (in)dependence	2018-08-28	Paper
Estimating the extremal index through local dependence	2018-06-29	Paper
https://portal.mardi4nfdi.de/entity/Q4568137	2018-06-15	Paper
Multidimensional extremal dependence coefficients	2018-01-23	Paper
Estimating multivariate extremal dependence: a new proposal	2017-02-09	Paper
https://portal.mardi4nfdi.de/entity/Q2941775	2015-08-25	Paper
Tail Dependence of a Pareto Process	2015-07-08	Paper
Extremes of scale mixtures of multivariate time series	2015-06-12	Paper
Extremal (in)dependence of a maximum autoregressive process	2015-05-21	Paper
On the tail index estimation of an autoregressive Pareto process	2015-05-21	Paper
https://portal.mardi4nfdi.de/entity/Q2923332	2014-10-15	Paper
https://portal.mardi4nfdi.de/entity/Q2923377	2014-10-15	Paper
https://portal.mardi4nfdi.de/entity/Q2921604	2014-10-13	Paper
Extremal behavior of pMAX processes	2014-08-08	Paper
On tail dependence: a characterization for first-order max-autoregressive processes	2014-02-20	Paper
Extremes of multivariate ARMAX processes	2013-11-28	Paper
https://portal.mardi4nfdi.de/entity/Q4915365	2013-04-10	Paper
On extremal dependence: some contributions	2013-02-05	Paper
https://portal.mardi4nfdi.de/entity/Q4898984	2013-01-04	Paper
https://portal.mardi4nfdi.de/entity/Q2893932	2012-06-26	Paper
Fragility index of block tailed vectors	2012-05-18	Paper
Tail dependence between order statistics	2012-03-13	Paper
On the penultimate tail behavior of Weibull-type models	2011-09-14	Paper
Modeling rare events through a \(p\)RARMAX process	2010-08-19	Paper
https://portal.mardi4nfdi.de/entity/Q3579815	2010-08-10	Paper
Tail and dependence behavior of levels that persist for a fixed period of time	2009-08-08	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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